相关论文: Model Selection in Reinforcement Learning with Gen…
We present a new algorithm based on posterior sampling for learning in constrained Markov decision processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…
Thompson sampling (TS) is one of the most popular exploration techniques in reinforcement learning (RL). However, most TS algorithms with theoretical guarantees are difficult to implement and not generalizable to Deep RL. While the emerging…
Reactive synthesis algorithms allow automatic construction of policies to control an environment modeled as a Markov Decision Process (MDP) that are optimal with respect to high-level temporal logic specifications. However, they assume that…
We consider the classic online learning and stochastic multi-armed bandit (MAB) problems, when at each step, the online policy can probe and find out which of a small number ($k$) of choices has better reward (or loss) before making its…
We consider model selection for sequential decision making in stochastic environments with bandit feedback, where a meta-learner has at its disposal a pool of base learners, and decides on the fly which action to take based on the policies…
We study a new class of MDPs that employs multinomial logit (MNL) function approximation to ensure valid probability distributions over the state space. Despite its significant benefits, incorporating the non-linear function raises…
In this paper, we consider combinatorial reinforcement learning with preference feedback, where a learning agent sequentially offers an action--an assortment of multiple items to--a user, whose preference feedback follows a multinomial…
In this paper, we study the fundamental statistical efficiency of Reinforcement Learning in Mean-Field Control (MFC) and Mean-Field Game (MFG) with general model-based function approximation. We introduce a new concept called Mean-Field…
A novel reinforcement learning scheme to synthesize policies for continuous-space Markov decision processes (MDPs) is proposed. This scheme enables one to apply model-free, off-the-shelf reinforcement learning algorithms for finite MDPs to…
For continuous state-action space scenarios, classical reinforcement learning (RL) theory predominantly focuses on low-rank Markov decision processes (MDPs), which provide sample-efficient guarantees at the expense of restrictive structural…
Strong worst-case performance bounds for episodic reinforcement learning exist but fortunately in practice RL algorithms perform much better than such bounds would predict. Algorithms and theory that provide strong problem-dependent bounds…
While multitask representation learning has become a popular approach in reinforcement learning (RL) to boost the sample efficiency, the theoretical understanding of why and how it works is still limited. Most previous analytical works…
Function approximation has been an indispensable component in modern reinforcement learning algorithms designed to tackle problems with large state spaces in high dimensions. This paper reviews recent results on error analysis for these…
We study the representation complexity of model-based and model-free reinforcement learning (RL) in the context of circuit complexity. We prove theoretically that there exists a broad class of MDPs such that their underlying transition and…
We consider the problem of learning-based man-in-the-middle (MITM) attacks in cyber-physical systems (CPS), and extend our previously proposed Bellman Deviation Detection (BDD) framework for model-free reinforcement learning (RL). We refine…
One major limitation to the applicability of Reinforcement Learning (RL) to many practical domains is the large number of samples required to learn an optimal policy. To address this problem and improve learning efficiency, we consider a…
In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…
We present an efficient reinforcement learning algorithm that learns the optimal admission control policy in a partially observable queueing network. Specifically, only the arrival and departure times from the network are observable, and…
Safety in reinforcement learning has become increasingly important in recent years. Yet, existing solutions either fail to strictly avoid choosing unsafe actions, which may lead to catastrophic results in safety-critical systems, or fail to…
Recently proposed reward-conditioned policies (RCPs) offer an appealing alternative in reinforcement learning. Compared with policy gradient methods, policy learning in RCPs is simpler since it is based on supervised learning, and unlike…